Devices for retaining a key at a site, such as lockboxes, are known in the art to provide a means for multiple salesmen to gain access to a locked building. These devices have various drawbacks. For example, the lockbox may be tampered with and forcibly removed from the door handle, particularly by a tool such as a crowbar. Additionally, as lockboxes are meant to be unitary and prevent breakage, traditional lockboxes only accommodate a single sized door handle. As door handles come in a variety of sizes and shapes, traditional lockboxes do not securely fit on all door handles. Further, as most lockboxes are constructed of metal, the lockboxes may scratch or mar the door handles, especially when the lockbox is not securely or properly fitted to the door handle.